+15.4%
SOFI vs ACI
-39.5%
+54.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | +0.4% |
| 7D | -4.9% | -3.7% | -1.2% | -4.7% |
| 30D | -3.5% | +0.6% | -4.0% | -3.5% |
| 3M | +3.9% | -20.3% | +24.2% | +5.7% |
| 6M | -6.5% | -24.7% | +18.1% | -4.7% |
| YTD | -33.8% | -27.2% | -6.6% | -32.4% |
| 1Y | -33.3% | -32.7% | -0.6% | -31.2% |
| 3Y | +94.6% | -43.9% | +138.5% | +103.7% |
| All | +15.4% | -39.5% | +54.9% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ACI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling